CME Japanese Yen Future March 2009
| Trading Metrics calculated at close of trading on 02-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2009 |
02-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.0149 |
1.0238 |
0.0089 |
0.9% |
1.0699 |
| High |
1.0328 |
1.0320 |
-0.0008 |
-0.1% |
1.0784 |
| Low |
1.0148 |
1.0216 |
0.0068 |
0.7% |
1.0132 |
| Close |
1.0219 |
1.0232 |
0.0013 |
0.1% |
1.0219 |
| Range |
0.0180 |
0.0104 |
-0.0076 |
-42.2% |
0.0652 |
| ATR |
0.0192 |
0.0186 |
-0.0006 |
-3.3% |
0.0000 |
| Volume |
80,939 |
99,843 |
18,904 |
23.4% |
429,014 |
|
| Daily Pivots for day following 02-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0568 |
1.0504 |
1.0289 |
|
| R3 |
1.0464 |
1.0400 |
1.0261 |
|
| R2 |
1.0360 |
1.0360 |
1.0251 |
|
| R1 |
1.0296 |
1.0296 |
1.0242 |
1.0276 |
| PP |
1.0256 |
1.0256 |
1.0256 |
1.0246 |
| S1 |
1.0192 |
1.0192 |
1.0222 |
1.0172 |
| S2 |
1.0152 |
1.0152 |
1.0213 |
|
| S3 |
1.0048 |
1.0088 |
1.0203 |
|
| S4 |
0.9944 |
0.9984 |
1.0175 |
|
|
| Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2334 |
1.1929 |
1.0578 |
|
| R3 |
1.1682 |
1.1277 |
1.0398 |
|
| R2 |
1.1030 |
1.1030 |
1.0339 |
|
| R1 |
1.0625 |
1.0625 |
1.0279 |
1.0502 |
| PP |
1.0378 |
1.0378 |
1.0378 |
1.0317 |
| S1 |
0.9973 |
0.9973 |
1.0159 |
0.9850 |
| S2 |
0.9726 |
0.9726 |
1.0099 |
|
| S3 |
0.9074 |
0.9321 |
1.0040 |
|
| S4 |
0.8422 |
0.8669 |
0.9860 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0612 |
1.0132 |
0.0480 |
4.7% |
0.0176 |
1.7% |
21% |
False |
False |
87,390 |
| 10 |
1.0942 |
1.0132 |
0.0810 |
7.9% |
0.0186 |
1.8% |
12% |
False |
False |
81,985 |
| 20 |
1.1300 |
1.0132 |
0.1168 |
11.4% |
0.0187 |
1.8% |
9% |
False |
False |
86,224 |
| 40 |
1.1496 |
1.0132 |
0.1364 |
13.3% |
0.0194 |
1.9% |
7% |
False |
False |
82,115 |
| 60 |
1.1496 |
1.0132 |
0.1364 |
13.3% |
0.0190 |
1.9% |
7% |
False |
False |
67,276 |
| 80 |
1.1496 |
1.0068 |
0.1428 |
14.0% |
0.0180 |
1.8% |
11% |
False |
False |
50,580 |
| 100 |
1.1496 |
0.9850 |
0.1646 |
16.1% |
0.0184 |
1.8% |
23% |
False |
False |
40,488 |
| 120 |
1.1496 |
0.9357 |
0.2139 |
20.9% |
0.0164 |
1.6% |
41% |
False |
False |
33,745 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0762 |
|
2.618 |
1.0592 |
|
1.618 |
1.0488 |
|
1.000 |
1.0424 |
|
0.618 |
1.0384 |
|
HIGH |
1.0320 |
|
0.618 |
1.0280 |
|
0.500 |
1.0268 |
|
0.382 |
1.0256 |
|
LOW |
1.0216 |
|
0.618 |
1.0152 |
|
1.000 |
1.0112 |
|
1.618 |
1.0048 |
|
2.618 |
0.9944 |
|
4.250 |
0.9774 |
|
|
| Fisher Pivots for day following 02-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.0268 |
1.0231 |
| PP |
1.0256 |
1.0231 |
| S1 |
1.0244 |
1.0230 |
|